+48.3%
D vs ALLE
+217.2%
-169.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +10.9% | +25.9% | -15.0% | +2.8% |
| 3M | +2.8% | +14.9% | -12.0% | -1.9% |
| 6M | +12.7% | +42.1% | -29.4% | -0.2% |
| YTD | +20.3% | +20.4% | -0.1% | +12.0% |
| 1Y | +17.1% | +14.9% | +2.3% | +10.6% |
| 3Y | +75.1% | +90.1% | -15.0% | +37.4% |
| 5Y | +13.1% | +53.0% | -39.8% | -6.3% |
| 10Y | +48.3% | +208.8% | -160.6% | +9.8% |
| All | +48.3% | +217.2% | -169.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling